Peel and slice your apples like you would for any old apple pie. Combine the apples, cinnamon and brown sugar in a bowl, mixing well until everything is thoroughly covered.
Preheat one burner on your grill to medium high, about 450°F.
Place the Skillet to heat over your on burner, or use the side burner if your grill has one. In the Cast Iron Skillet, place the butter, letting it melt, then add the apples. Cook the apples until they’re soft and the brown sugar has made a syrup-like mixture. Remove from the grill and set aside to cool. (You can put them back in the bowl and into the freezer for 15 minutes to speed this process up if you like)
When the apples are sufficiently cool, place a heaping helping into the middle of each egg roll. Be careful to take as little of the brown sugar syrup as possible as it oozes out and makes a mess. Save the syrup aside for drizzling and dipping later.
Dip a finger in water and run it around all the edges of the egg roll, then fold the two sides parallell to the line of apple so that they overlap. Then fold the two bottom edges over and crimp them so that you have what looks like an egg roll.
Over your side burner on the grill, or on the stove, heat about 2-inches of oil in a pot or wok. It’s ready when the oil sizzles when you toss a crumb of bread in there.
Deep fry the egg rolls one or two at a time for about 2 minutes, or until they’re golden and crispy. Drain on a wire rack over paper towel and serve hot with the leftover syrup and vanilla ice cream. You can even dust them with icing sugar if you like.